| Prerequisite: |
Math128A or equivalent for basic analysis and some MATLAB experience for progamming skills.
|
| Lecturer: |
Ming Gu, mgu@berkeley.edu, 861 Evans, Phone (510) 642-3145
Office hours: MF 1:00-2:00pm and W 2:00-3:00pm in 861 Evans.
|
| GSI: |
Luming Wang, lwang@berkeley.edu
Office hours: M 4:00-6:00PM, 1085 Evans.
|
| Textbooks and Other Reading Materials: |
- Required Textbook:
[L] R. J. LeVeque, Finite Difference Methods for Ordinary and
Partial Differential Equations, Steady State and Time Dependent
Problems, SIAM, 2007. ISBN 978-0-898716-29-0.
The author maintains a sourceful website,
http://faculty.washington.edu/rjl/fdmbook/ for this text book,
including exercises and Matlab programs.
- Lecture Notes (Frequently updated)
- P. Persson, Lecture notes Math 228A Fall 2013: (ODEs, web)
- P. Persson, Lecture notes on Finite Element Methods:
- G. Golub, J. Welsch, Calculation of Gauss Quadrature Gaussian Quadratures
- J. Bremer and V. Rokhlin, Solving boundary Integral equations:
Efficient discretization of laplace boundary integral equations on polygonal domains.
- J. Strain, Lecture notes Math 228A Fall 2008: (PDF1, PDF2, PDF3, PDF4, PDF5, PDF10, PDF11, web)
- J. Wilkening, Lecture notes Math 228A Fall 2007: (PDF)
|
| Grading: |
Grades will be based on bi-weekly problem sets, some of which can be
quite challenging or time consuming. While discussions with other students in the
class are allowed, the work you handle in must be entirely your own (both solutions and MATLAB codes).
|
| Syllabus: |
This syllabus is frequently updated to keep up with the pace of the class.
| Lec |
Date |
Topic |
Readings |
Other |
 |
| 01 |
Fri. 08/29 |
Overview, ODEs (IVPs, BVPs), PDEs |
|
|
|
| 02 |
Wed. 09/03 |
Finite Difference Approximations |
L:1.1-1.5, PDF1
|
|
| 03 |
Fri. 09/05 |
Boundary Value Problems |
L2.1-2.10 |
|
| 04 |
Mon. 09/08 |
Boundary Value Problems |
L2.11 -- 2.14 |
|
| 05 |
Wed. 09/10 |
Boundary Value Problems |
L2.15-2.16 |
|
| 06 |
Fri. 09/12 |
Boundary Value Problems |
L2.1-2.10 |
|
| 07 |
Mon. 09/15 |
Boundary Value Problems |
L2.17-2.20 |
|
| 08 |
Wed. 09/17 |
Boundary Value Problems |
L2.20-2.21, Integral Equation Solutions to TPBVP |
|
| 09 |
Fri. 09/19 |
Elliptic Equations |
L3.1-3.4, Nested_Dissection |
|
| 10 |
Mon. 09/22 |
Elliptic Equations |
L3.5-3.7 |
|
| 11 |
Wed. 09/24 |
Elliptic Equations |
L3.5-3.7 |
|
| 12 |
Fri. 09/26 |
Elliptic Equations |
L3.5-3.7 |
|
| 13 |
Mon. 09/29 |
Conjugate Gradient Method |
L4.3, Conjugate Gradient Method |
|
| 14 |
Wed. 10/01 |
GMRES Method |
L4.4, GMRES Method |
|
| 15 |
Fri. 10/03 |
Multigrid Method |
L4.6, Multigrid Tutorial |
|
| 16 |
Mon. 10/06 |
Initial Value Problems |
L5.1-5.6 |
|
| 17 |
Wed. 10/08 |
Initial Value Problems |
L5.7 |
|
| 18 |
Fri. 10/10 |
Initial Value Problems |
L5.8-5.9 |
|
|
|
| Problem sets: |
| HWK |
Due Date |
Assignment |
| Homework Set 1 |
Mon Sept. 15, 2014 |
PDF |
| Homework Set 2 |
Mon Sept. 29, 2014 |
PDF |
| Homework Set 3 |
Mon Oct. 20, 2014 |
PDF |
| Homework Set 4 |
Mon Nov. 3, 2014 |
PDF |
| Homework Set 5 |
Mon Nov. 24, 2014 |
PDF |
| Homework Set 6 |
Fri Dec. 12, 2014 |
PDF |
|
| MATLAB Codes: |
|
